>Make a fantastic movie with an absolutely kino ending
>Ruin it with a sequel

I mean, I know that we all knew they were gonna come back from the film release schedule chart, but having the Avengers end on that note would've been brilliant.

No, it wouldn't have. The ending works only in the context that our collective protagonists have finally tasted defeat, and what made it so brilliant is exactly what made Empire so brilliant. It forces the hero(es), and by proxy the audience, to take a step back, and look within themselves to learn from defeat, and grow as a person.

A lot of characters go through this of course, but what makes it resonate so much in Infinity War and Empire is that in the end we're left with that defeat, and truly get to meditate on it. If there's nowhere left to go, and the series ends there, then nobody is going to care enough to do that, because they know it's over forever and there is no coming back from this.

Basically, without a sequel, nobody is going to connect with the defeat, and the ending wouldn't have resonated with anyone. We would all just be bummed out and mad.